+9.0%
MSFT vs LYV
+25.0%
-16.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.4% | +4.3% | +6.3% |
| 7D | +4.7% | +6.2% | -1.5% | +3.7% |
| 30D | +5.8% | +7.3% | -1.5% | +4.6% |
| 3M | +13.0% | -0.3% | +13.3% | +12.9% |
| 6M | +34.9% | +16.2% | +18.7% | +31.6% |
| YTD | +15.7% | +28.5% | -12.9% | +9.6% |
| 1Y | +9.0% | +21.5% | -12.6% | +3.2% |
| All | +9.0% | +25.0% | -16.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling